+507.7%
AEM vs CAPR
-99.1%
+606.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.9% | +4.8% | -5.1% |
| 7D | +13.9% | +7.6% | +6.2% | +13.8% |
| 30D | +0.8% | +13.3% | -12.5% | +0.7% |
| 3M | +5.8% | +130.4% | -124.6% | +5.1% |
| 6M | -1.0% | -70.8% | +69.8% | -0.7% |
| YTD | +13.1% | -69.3% | +82.3% | +13.3% |
| 1Y | +14.4% | +59.5% | -45.1% | +12.3% |
| 3Y | +325.7% | +216.8% | +108.9% | +310.8% |
| 5Y | +273.7% | +152.7% | +121.0% | +259.7% |
| 10Y | +390.1% | -68.2% | +458.3% | +363.8% |
| All | +507.7% | -99.1% | +606.9% | +492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling